i thought it was 8 times (ending w/ON) not 5. i've also found some vehicles require you to go faster between ON/OFF than others. are you sure you have a working remote with a good battery in it? i purchased one that had a dead battery in it.
don't know if all explorers will allow key fobs, but my '01 XLT didn't come with any and for $6 i figured i'd give it a try. it worked. the procedure to program is pretty easy.
1. have all fob's to be programmed with you.
2. get in your truck, close the doors and unlock all doors using your driver's door unlock button.
3. place your key in the ignition an turn it to the OFF position (one position past LOCK)
4. turn your key from OFF to RUN and back eight times ending on the RUN position.
your door locks should automatically lock and unlock once, indicating "programming mode" has been entered. for clarity, your ignition key positions are: LOCK, OFF, ON/RUN and START.
5. press any button on your remote and it's programmed, repeat step 5 for any additional remotes w/in 5 seconds (up to eight remotes max i think).
That's it. This procedure is listed in the owner's manual.
